Results 111 to 120 of about 4,889,303 (231)

A time-series model using asymmetric Laplace distribution

Asymmetric Laplace distributions have received much attention in recent years. It can be used in modeling currency exchange rate, interest rate, stock price changes, etc.
Jayakumar, K., Kuttykrishnan, A.P.
core  

On a Generalized Alpha Skew Laplace Distribution: Properties and Applications

Austrian Journal of Statistics
This study introduces a novel extension of the alpha skew Laplace distribution  (Harandi and Alamatsaz 2013), designed to model datasets with both unimodal and bimodal characteristics effectively.
Jondeep Das, Partha Jyoti Hazarika, Dimpal Pathak, Piotr Sulewski   +3 more
doaj   +1 more source

Mixing It Up: Inflation at Risk

Journal of Money, Credit and Banking, EarlyView.
Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley   +1 more source

Case-Deletion Diagnostics for Quantile Regression Using the Asymmetric Laplace Distribution

, 2015
19 ...
Benites, Luis E., Lachos, Víctor H., Vilca, Filidor E.   +2 more
openaire   +2 more sources

Parsimonious shifted asymmetric Laplace mixtures

, 2013
A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution.
Ryan P. Browne, Paul D. Mcnicholas, Brian C. Franczak, Paula M. Murray   +3 more
core  

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Asymmetric Uniform-Laplace distribution: Properties and Applications [PDF]

Journal of the Iranian Statistical Society, 2018
Fatemeh Arezoomand, Masoud Yarmohammadi, Rahim Mahmoudvand   +2 more
openaire   +1 more source

Exploring Spatial Patterns in Inefficiency Using a Stationary Gaussian Random Field

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This article presents a semiparametric stochastic frontier model that accounts for unobserved spatial heterogeneity in inefficiency by incorporating a stationary Gaussian random field based on geographic coordinates into the inefficiency scaling function. This approach captures spatial patterns in inefficiency at a fine scale.
Ioannis Skevas
wiley   +1 more source

Fractional Moment Theory for Anomalous Transport: A Unified Framework for Lévy Flights, Fractals, and Complex Dynamical Systems

Mathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 14964-15009, 15 September 2026.
ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
wiley   +1 more source

Esscher-transformed laplace distribution revisited

, 2016
We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace ...
Kozubowski, Tomasz J., Podgórski, Krzysztof   +1 more
core   +1 more source